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<a href="_radius_margin_quotient_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment"> * </span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> *</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> * \brief       Radius Margin Quotient for SVM model selection</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * </span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> * </span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> *</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> * \author      T.Glasmachers, O.Krause</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * \date        2012</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> *</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> *</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * </span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * </span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published </span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * (at your option) any later version.</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * </span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> *</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> */</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="preprocessor">#ifndef SHARK_OBJECTIVEFUNCTIONS_RADIUSMARGINQUOTIENT_H</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="preprocessor">#define SHARK_OBJECTIVEFUNCTIONS_RADIUSMARGINQUOTIENT_H</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span> </div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span><span class="preprocessor">#include &lt;<a class="code" href="_abstract_objective_function_8h.html" title="AbstractObjectiveFunction.">shark/ObjectiveFunctions/AbstractObjectiveFunction.h</a>&gt;</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#include &lt;<a class="code" href="_svm_problems_8h.html">shark/Algorithms/QP/SvmProblems.h</a>&gt;</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="preprocessor">#include &lt;<a class="code" href="_kernel_helpers_8h.html">shark/Models/Kernels/KernelHelpers.h</a>&gt;</span></div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span><span class="preprocessor">#include &lt;<a class="code" href="_cached_matrix_8h.html">shark/LinAlg/CachedMatrix.h</a>&gt;</span></div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="preprocessor">#include &lt;<a class="code" href="_kernel_matrix_8h.html">shark/LinAlg/KernelMatrix.h</a>&gt;</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span> </div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {</div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span> </div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span><span class="comment"></span> </div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span><span class="comment">///</span></div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="comment">/// \brief radius margin quotions for binary SVMs</span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span><span class="comment">///</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span><span class="comment">/// \par</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="comment">/// The RadiusMarginQuotient is the quotient \f$ R^2 / \rho^2 \f$</span></div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno">   50</span><span class="comment">/// of the radius R of the smallest sphere containing the</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span><span class="comment">/// training data and the margin \f$\rho\f$ of a binary hard margin</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="comment">/// support vector machine. Both distances depend on the</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment">/// kernel function, and thus on its parameters.</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span><span class="comment">/// The radius margin quotient is a common objective</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span><span class="comment">/// function for the adaptation of the kernel parameters</span></div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment">/// of a binary hard-margin SVM.</span></div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">/// \ingroup kerneloptimization</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno">   58</span><span class="comment"></span><span class="keyword">template</span>&lt;<span class="keyword">class</span> InputType, <span class="keyword">class</span> CacheType = <span class="keywordtype">float</span>&gt;</div>
<div class="foldopen" id="foldopen00059" data-start="{" data-end="};">
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html">   59</a></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_radius_margin_quotient.html" title="radius margin quotions for binary SVMs">RadiusMarginQuotient</a> : <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_abstract_objective_function.html" title="Super class of all objective functions for optimization and learning.">AbstractObjectiveFunction</a>&lt; RealVector, double &gt;</div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span>{</div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span><span class="keyword">public</span>:</div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#ae03c687bda1588110232c1a43812e8ed">   62</a></span>    <span class="keyword">typedef</span> CacheType <a class="code hl_typedef" href="classshark_1_1_radius_margin_quotient.html#ae03c687bda1588110232c1a43812e8ed">QpFloatType</a>;</div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span> </div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a7a5a2a542b3007d3f3b8d8ed10d26aee">   64</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_kernel_matrix.html" title="Kernel Gram matrix.">KernelMatrix&lt;InputType, QpFloatType&gt;</a> <a class="code hl_typedef" href="classshark_1_1_radius_margin_quotient.html#a7a5a2a542b3007d3f3b8d8ed10d26aee">KernelMatrixType</a>;</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#aba8f1ccdea62f3c8ede792f83647b518">   65</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_cached_matrix.html" title="Efficient quadratic matrix cache.">CachedMatrix&lt; KernelMatrixType &gt;</a> <a class="code hl_typedef" href="classshark_1_1_radius_margin_quotient.html#aba8f1ccdea62f3c8ede792f83647b518">CachedMatrixType</a>;</div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span> </div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#aad5feb801b7d44a7e9f571460ce44295">   67</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_labeled_data.html" title="Data set for supervised learning.">LabeledData&lt;InputType, unsigned int&gt;</a> <a class="code hl_typedef" href="classshark_1_1_radius_margin_quotient.html#aad5feb801b7d44a7e9f571460ce44295">DatasetType</a>;</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a5a7df1077dea1469766996f4dd3072b0">   68</a></span>    <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_abstract_kernel_function.html" title="Base class of all Kernel functions.">AbstractKernelFunction&lt;InputType&gt;</a> <a class="code hl_typedef" href="classshark_1_1_radius_margin_quotient.html#a5a7df1077dea1469766996f4dd3072b0">KernelType</a>;</div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span><span class="comment"></span> </div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span><span class="comment">    /// \brief Constructor.</span></div>
<div class="foldopen" id="foldopen00071" data-start="{" data-end="}">
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#aca26f45e233b839060e16d49bf27d72b">   71</a></span><span class="comment"></span>    <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#aca26f45e233b839060e16d49bf27d72b" title="Constructor.">RadiusMarginQuotient</a>(<a class="code hl_class" href="classshark_1_1_labeled_data.html">DatasetType</a> <span class="keyword">const</span>&amp; dataset, <a class="code hl_class" href="classshark_1_1_abstract_kernel_function.html">KernelType</a>* kernel)</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span>    : <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>(kernel),<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>(dataset)</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>    {</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>        <a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#ad8888c58fd3f98e73013afb5dd4b2af1">m_features</a> |= <a class="code hl_enumvalue" href="classshark_1_1_abstract_objective_function.html#aadafeb6dfb5b649f321e7b81ac8aad1aad3475b458576c8760f28d8d81f4eda86" title="The function can be evaluated and evalDerivative returns a meaningless value (for example std::numeri...">HAS_VALUE</a>;</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span>        <span class="keywordflow">if</span> (<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_abstract_kernel_function.html#ac0c799ac75db64200256ed50d34d2411">hasFirstParameterDerivative</a>())</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span>            <a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#ad8888c58fd3f98e73013afb5dd4b2af1">m_features</a> |= <a class="code hl_enumvalue" href="classshark_1_1_abstract_objective_function.html#aadafeb6dfb5b649f321e7b81ac8aad1aa0bc7673a369df5f86ddd6ba6735f4971" title="The method evalDerivative is implemented for the first derivative and returns a sensible value.">HAS_FIRST_DERIVATIVE</a>;</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span>    }</div>
</div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span> </div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span><span class="comment"></span> </div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span><span class="comment">    /// \brief From INameable: return the class name.</span></div>
<div class="foldopen" id="foldopen00081" data-start="{" data-end="}">
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a58a79c47263f74c4406c87f24376ac18">   81</a></span><span class="comment"></span>    std::string <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a58a79c47263f74c4406c87f24376ac18" title="From INameable: return the class name.">name</a>()<span class="keyword"> const</span></div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span><span class="keyword">    </span>{ <span class="keywordflow">return</span> <span class="stringliteral">&quot;RadiusMarginQuotient&quot;</span>; }</div>
</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span> </div>
<div class="foldopen" id="foldopen00084" data-start="{" data-end="}">
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a2ad114b67e0b9d29179bb67a52da3760">   84</a></span>    std::size_t <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a2ad114b67e0b9d29179bb67a52da3760" title="Accesses the number of variables.">numberOfVariables</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span>        <span class="keywordflow">return</span> <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#aed1e8d1d4dbde387e2f6a25141ed3a20" title="Return the number of parameters.">numberOfParameters</a>();</div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span>    }</div>
</div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span><span class="comment"></span> </div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span><span class="comment">    /// \brief Evaluate the radius margin quotient.</span></div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno">   90</span><span class="comment">    /// \par</span></div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span><span class="comment">    /// The parameters are passed into the kernel, and the</span></div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span><span class="comment">    /// radius-margin quotient is computed w.r.t. the</span></div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span><span class="comment">    /// kernel-induced metric.</span></div>
<div class="foldopen" id="foldopen00094" data-start="{" data-end="}">
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#ab089f14d5575c3a831d285992f80fcb1">   94</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#ab089f14d5575c3a831d285992f80fcb1" title="Evaluate the radius margin quotient.">eval</a>(<a class="code hl_typedef" href="classshark_1_1_abstract_objective_function.html#a59bfea031628e16737c66e7117eba7b5">SearchPointType</a> <span class="keyword">const</span>&amp; parameters)<span class="keyword"> const</span>{</div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>        <a class="code hl_define" href="_exception_8h.html#a42a6a50e4d06c00d60fbca5333f40768">SIZE_CHECK</a>(parameters.size() == <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#aed1e8d1d4dbde387e2f6a25141ed3a20" title="Return the number of parameters.">numberOfParameters</a>());</div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(! <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga30ea533b248897b6d97bc1d62293e362" title="Check whether the set is empty.">empty</a>(), <span class="stringliteral">&quot;[RadiusMarginQuotient::eval] call setDataset first&quot;</span>);</div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span>        <a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#af0942c072be06d0dd4da5ee7067c5777" title="Evaluation counter, default value: 0.">m_evaluationCounter</a>++;</div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>        </div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span>        </div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>        <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#ad5e35d1a10ff36fa72ea787baa40e9ad" title="Set the parameter vector.">setParameterVector</a>(parameters);</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span> </div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>        <a class="code hl_struct" href="structshark_1_1_radius_margin_quotient_1_1_result.html">Result</a> result = <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a72f6cfe0cc96c2f1551861af80323f47">computeRadiusMargin</a>();</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span> </div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>        <span class="keywordflow">return</span> result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">w2</a> * result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">R2</a>;</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span>    }</div>
</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span><span class="comment"></span> </div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span><span class="comment">    /// \brief Evaluate the radius margin quotient and its first derivative.</span></div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno">  109</span><span class="comment">    /// \par</span></div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span><span class="comment">    /// The parameters are passed into the kernel, and the</span></div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span><span class="comment">    /// radius-margin quotient and its derivative are computed</span></div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno">  112</span><span class="comment">    /// w.r.t. the kernel-induced metric.</span></div>
<div class="foldopen" id="foldopen00113" data-start="{" data-end="}">
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a61c0b73eaf10d43b9a1af891fc51dd5f">  113</a></span><span class="comment"></span>    <span class="keywordtype">double</span> <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a61c0b73eaf10d43b9a1af891fc51dd5f" title="Evaluate the radius margin quotient and its first derivative.">evalDerivative</a>(<a class="code hl_typedef" href="classshark_1_1_abstract_objective_function.html#a59bfea031628e16737c66e7117eba7b5">SearchPointType</a> <span class="keyword">const</span>&amp; parameters, <a class="code hl_typedef" href="classshark_1_1_abstract_objective_function.html#a29804371954a360f09696adea7cfd839">FirstOrderDerivative</a>&amp; derivative)<span class="keyword"> const</span>{</div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span>        <a class="code hl_define" href="_exception_8h.html#adce1f80097c69010f5eab2618fa2e971">SHARK_RUNTIME_CHECK</a>(! <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga30ea533b248897b6d97bc1d62293e362" title="Check whether the set is empty.">empty</a>(), <span class="stringliteral">&quot;[RadiusMarginQuotient::evalDerivative] call setDataset first&quot;</span>);</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span>        <a class="code hl_define" href="_exception_8h.html#a42a6a50e4d06c00d60fbca5333f40768">SIZE_CHECK</a>(parameters.size() == <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#aed1e8d1d4dbde387e2f6a25141ed3a20" title="Return the number of parameters.">numberOfParameters</a>());</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span>        <a class="code hl_variable" href="classshark_1_1_abstract_objective_function.html#af0942c072be06d0dd4da5ee7067c5777" title="Evaluation counter, default value: 0.">m_evaluationCounter</a>++;</div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span>        </div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span>        <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>-&gt;<a class="code hl_function" href="classshark_1_1_i_parameterizable.html#ad5e35d1a10ff36fa72ea787baa40e9ad" title="Set the parameter vector.">setParameterVector</a>(parameters);</div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span> </div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span>        <a class="code hl_struct" href="structshark_1_1_radius_margin_quotient_1_1_result.html">Result</a> result = <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a72f6cfe0cc96c2f1551861af80323f47">computeRadiusMargin</a>();</div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span>        </div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno">  122</span>        derivative = <a class="code hl_function" href="group__kernels.html#gafb6b639ff5daa090b08b13e97e78a7bc" title="Efficiently calculates the weighted derivative of a Kernel Gram Matrix w.r.t the Kernel Parameters.">calculateKernelMatrixParameterDerivative</a>(</div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span>            *<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>, <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>(),</div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>            result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">w2</a>*(to_diagonal(result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">beta</a>)-outer_prod(result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">beta</a>,result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">beta</a>))</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>            -result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">R2</a>*outer_prod(result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1781bf49428c9d7d4146842f5003309b">alpha</a>,result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1781bf49428c9d7d4146842f5003309b">alpha</a>)</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span>        );</div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>        </div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>        </div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>        <span class="keywordflow">return</span> result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">w2</a> * result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">R2</a>;</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span>    }</div>
</div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span> </div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span><span class="keyword">protected</span>:</div>
<div class="foldopen" id="foldopen00133" data-start="{" data-end="};">
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"><a class="line" href="structshark_1_1_radius_margin_quotient_1_1_result.html">  133</a></span>    <span class="keyword">struct </span><a class="code hl_struct" href="structshark_1_1_radius_margin_quotient_1_1_result.html">Result</a>{</div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"><a class="line" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1781bf49428c9d7d4146842f5003309b">  134</a></span>        RealVector <a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1781bf49428c9d7d4146842f5003309b">alpha</a>;</div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"><a class="line" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">  135</a></span>        RealVector <a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">beta</a>;</div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"><a class="line" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">  136</a></span>        <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">w2</a>;</div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"><a class="line" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">  137</a></span>        <span class="keywordtype">double</span> <a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">R2</a>;</div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span>    };</div>
</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>    </div>
<div class="foldopen" id="foldopen00140" data-start="{" data-end="}">
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a72f6cfe0cc96c2f1551861af80323f47">  140</a></span>    <a class="code hl_struct" href="structshark_1_1_radius_margin_quotient_1_1_result.html">Result</a> <a class="code hl_function" href="classshark_1_1_radius_margin_quotient.html#a72f6cfe0cc96c2f1551861af80323f47">computeRadiusMargin</a>()<span class="keyword">const</span>{</div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span>        std::size_t ell = <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga5333445992cd6b14392cd80a1ab5403c" title="Returns the total number of elements.">numberOfElements</a>();</div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span>        </div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno">  143</span>        <a class="code hl_struct" href="structshark_1_1_qp_stopping_condition.html" title="stopping conditions for quadratic programming">QpStoppingCondition</a> stop;</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span>        <a class="code hl_struct" href="structshark_1_1_radius_margin_quotient_1_1_result.html">Result</a> result;</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span>        {</div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span>            <a class="code hl_class" href="classshark_1_1_kernel_matrix.html" title="Kernel Gram matrix.">KernelMatrixType</a> km(*<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>, <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>());</div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno">  147</span>            <a class="code hl_class" href="classshark_1_1_cached_matrix.html" title="Efficient quadratic matrix cache.">CachedMatrixType</a> cache(&amp;km);</div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_c_s_v_m_problem.html" title="Problem formulation for binary C-SVM problems.">CSVMProblem&lt;CachedMatrixType&gt;</a> SVMProblemType;</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_svm_shrinking_problem.html">SvmShrinkingProblem&lt;SVMProblemType&gt;</a> ProblemType;</div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span>            </div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno">  151</span>            SVMProblemType svmProblem(cache,<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga6328a5aa2570c01a5ac5f25076071663" title="Access to labels as a separate container.">labels</a>(),1e100);</div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno">  152</span>            ProblemType problem(svmProblem);</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>            </div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>            <a class="code hl_class" href="classshark_1_1_qp_solver.html" title="Quadratic program solver.">QpSolver&lt; ProblemType&gt;</a> solver(problem);</div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span>            <a class="code hl_struct" href="structshark_1_1_qp_solution_properties.html" title="properties of the solution of a quadratic program">QpSolutionProperties</a> prop;</div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span>            solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop, &amp;prop);</div>
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno">  157</span>            result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1884ef5965389e108a6d14f9a8bb9348">w2</a> = 2.0 * prop.<a class="code hl_variable" href="structshark_1_1_qp_solution_properties.html#aa3b4e5dcba8e39ee858c6ea36c8879b3" title="value of the objective function">value</a>;</div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>            result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a1781bf49428c9d7d4146842f5003309b">alpha</a> = problem.getUnpermutedAlpha();</div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>        }</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span>        {</div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span>            <span class="comment">// create and solve the radius problem (also a quadratic program)</span></div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span>            <a class="code hl_class" href="classshark_1_1_kernel_matrix.html" title="Kernel Gram matrix.">KernelMatrixType</a> km(*<a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>, <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>.<a class="code hl_function" href="group__shark__globals.html#ga6f74e657c7e0c8a32b2456fb328bd653" title="Access to inputs as a separate container.">inputs</a>());</div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>            <a class="code hl_class" href="classshark_1_1_cached_matrix.html" title="Efficient quadratic matrix cache.">CachedMatrixType</a> cache(&amp;km);</div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_boxed_s_v_m_problem.html" title="Boxed problem for alpha in [lower,upper]^n and equality constraints.">BoxedSVMProblem&lt;CachedMatrixType&gt;</a> SVMProblemType;</div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span>            <span class="keyword">typedef</span> <a class="code hl_class" href="classshark_1_1_svm_shrinking_problem.html">SvmShrinkingProblem&lt;SVMProblemType&gt;</a> ProblemType;</div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>            </div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span>            <span class="comment">// Setup the problem</span></div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>            RealVector linear(ell);</div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>            <span class="keywordflow">for</span> (std::size_t i=0; i&lt;ell; i++){</div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>                linear(i) = 0.5 * km(i, i);</div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span>            }</div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span>            SVMProblemType svmProblem(cache,linear,0.0,1.0);</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>            ProblemType problem(svmProblem);</div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span>            </div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span>            <span class="comment">//solve it</span></div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span>            <a class="code hl_class" href="classshark_1_1_qp_solver.html" title="Quadratic program solver.">QpSolver&lt; ProblemType&gt;</a> solver(problem);</div>
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno">  177</span>            <a class="code hl_struct" href="structshark_1_1_qp_solution_properties.html" title="properties of the solution of a quadratic program">QpSolutionProperties</a> prop;</div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span>            solver.<a class="code hl_function" href="classshark_1_1_qp_solver.html#aef891551dc0bc92ab4571cb7d479706f" title="Solve the quadratic program.">solve</a>(stop, &amp;prop);</div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span>            result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a652933073158d9486c6208d2151b7a0a">R2</a> = 2.0 * prop.<a class="code hl_variable" href="structshark_1_1_qp_solution_properties.html#aa3b4e5dcba8e39ee858c6ea36c8879b3" title="value of the objective function">value</a>;</div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno">  180</span>            result.<a class="code hl_variable" href="structshark_1_1_radius_margin_quotient_1_1_result.html#a3e738702ef77426ccfd6dfc05fc9716d">beta</a> = problem.getUnpermutedAlpha();</div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno">  181</span>        }</div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span>        <span class="keywordflow">return</span> result;</div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno">  183</span>    }</div>
</div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span>    </div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e">  185</a></span>    <a class="code hl_class" href="classshark_1_1_abstract_kernel_function.html">KernelType</a>* <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a5414bd1a47ec645662a85aa9a62f969e" title="underlying parameterized kernel object">mep_kernel</a>;            <span class="comment">///&lt; underlying parameterized kernel object</span></div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"><a class="line" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb">  186</a></span>    <a class="code hl_class" href="classshark_1_1_labeled_data.html">DatasetType</a> <a class="code hl_variable" href="classshark_1_1_radius_margin_quotient.html#a04a7f50772dd0474897867490ddf38fb" title="labeled data for radius and (hard) margin computation">m_dataset</a>;                  <span class="comment">///&lt; labeled data for radius and (hard) margin computation</span></div>
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno">  187</span>    </div>
<div class="line"><a id="l00188" name="l00188"></a><span class="lineno">  188</span>};</div>
</div>
<div class="line"><a id="l00189" name="l00189"></a><span class="lineno">  189</span> </div>
<div class="line"><a id="l00190" name="l00190"></a><span class="lineno">  190</span> </div>
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno">  191</span>}</div>
<div class="line"><a id="l00192" name="l00192"></a><span class="lineno">  192</span><span class="preprocessor">#endif</span></div>
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